Publication

  • Choi, S., Gwak, D., Song, J. W., & Chang, W. (2022). Stock market network based on bi-dimensional histogram and autoencoder. Intelligent Data Analysis, 26(3), 723-750.

  • Seungmo Ku, Changju Lee, Woojin Chang & Jae Wook Song (2020), "Fractal structure in the S&P500: A correlation-based threshold network approach", Chaos, Solitons & Fractals, 137, 109848

  • Ji Hwan Park, Woojin Chang & Jae Wook Song (2020), "Link prediction in the Granger causality network of the global currency market", Physica A, 553, 124668

  • Sondo Kim, Seungmo Ku, Woojin Chang & Jae Wook Song (2020), "Predicting the direction of US stock prices using effective transfer entrophy and machine learning techniques", IEEE Access, 8, 111660

  • Cho, P., Lee, M., & Chang, W. (2020). Instance-based entropy fuzzy support vector machine for imbalanced data. Pattern Analysis and Applications, 23(3), 1183-1202.

  • Jung Yoon Song, Woojin Chang & Jae Wook Song (2019), "Cluster analysis on the structure of the cryptocurrency market via Bitcoin–Ethereum filtering", Physica A, 527, 121339

  • Changju Lee, Seungmo Ku, Poongjin Cho & Woojin Chang (2019), "Explaining future market return and evaluating market condition with common preferred spread index", Physica A, 525, 921

  • Poongjin Cho, Woojin Chang & Jae Wook Song (2019), "Application of Instance-Based Entropy Fuzzy Support Vector Machine in Peer-To-Peer Lending Investment Decision", IEEE Access, 7, 16925

  • Sung Youl Oh, Jae Wook Song, Woojin Chang & Minhyuk Lee (2019), "Estimation and Forecasting of Sovereign Credit Rating Migration Based on Regime Switching Markov Chain", IEEE Access, 7, 115317

  • Minhyuk Lee, Jae Wook Song, Sondo Kim & Woojin Chang (2018), "Asymmetric market efficiency using the index-based symmetric-MFDFA", Physica A, 512, pp. 1278-1294

  • Bonggyun Ko, Jae Wook Song & Woojin Chang (2018), "Crash forecasting in the Korean stock market based on the log-periodic structure and pattern recognition", Physica A, 492, pp. 308-323

  • Jae Wook Song, Bonggyun Ko & Woojin Chang (2018), "Analyzing systematic risk using non-linear marginal expected shortfall and its minimum spanning tree", Physica A, 491, pp. 289-304

    • Il Yong Na & Woojin Chang (2017), "Multi-system reliability trend analysis model using incomplete data with application to tank maintenance", Quality Reliability Engineering International, 33, pp. 2385-2395

  • Minhyuk Lee, Jae Wook Song, Ji Hwan Park & Woojin Chang (2017), "Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA", Chaos, Solitons & Fractals, 97, pp. 28-38

    • Sean S. Jung & Woojin Chang (2016), "Clustering stocks using partial correlation coefficients", Physica A, 462, pp. 410-420

    • Jae Wook Song, Bonggyun Ko, Poongjin Cho & Woojin Chang (2016), "Time-varying causal network of the Korean financial system based on firm-specific risk premiums", Physica A, 458, pp. 287-302

  • Hojin Lee, Jae Wook Song & Woojin Chang (2016), "Multifractal Value at Risk", Physica A, 451, pp.113-122

  • Bonggyun Ko, Jae Wook Song & Woojin Chang (2016), "Simulation of financial market via non-linear Ising model", International Journal of Modern Physics C,27(4), 1650038

  • Hojin Lee & Woojin Chang (2015), "Multifractal regime detecting method for financial time series", Chaos, Solitons & Fractals, 70, pp. 117-129

  • Jonghoon Park, Woojin Chang & Chang Hoon Lie (2012), "Stress-reducing preventive maintenance model for a unit under stressful environment", Reliability Engineering & System Safety, 108, pp.42-48

  • Junghoon Lee, Janghyuk Youn & Woojin Chang (2012), "Intraday volatility and network topological properties in the Korean stock market", Physica A, 391(4), pp.1354-1360

  • Cookhwan Kim, Sungsik Park, Kwiseok Kwon & Woojin Chang (2012), "An empirical study of the structure of relevant keywords in a search engine using the minimum spanning tree", Expert Systems with Applications, 39(4), pp.4432-4443

  • Janghyuk Youn, Junghoon Lee & Woojin Chang (2011), "Stock market differences in correlation-based weighted network", International Journal of Modern Physics C, 22(11), pp.1227-1245

  • Junghoon Lee, Janghyuk Youn & Woojin Chang (2011), "Market impact and order book characteristics in the Korean futures market", International Journal of Modern Physics C, 22(11), pp.1269-1279

  • Cook-hwan Kim & Woojin Chang (2011), "Logistic regression in sealed-bid auctions with multiple rounds:Application in Korean court auction", Expert Systems with Applications, 38(4), pp.3098-3115

  • Wooseok Jang, Junghoon Lee & Woojin Chang (2011), "Currency crises and the evolution of foreign exchange market: Evidence from minimum spanning tree", Physica A, 390(4), pp.707-718

  • Jaeyung Huh, Woojin Chang, Junghoon Lee & Jaeyong Lee (2010), "Samsung card lending model", European Journal of Operational Research, 207(1), pp.492-498

  • Sung-Hwan Jung, Jung-Wan Hong, Woojin Chang & Chang Hoon Lie (2009), "Quality of service estimation for soft handoff region ratio and call admission control in CDMA cellular systems", Computers & Industrial Engineering, 56(4), pp. 1429-1441

  • Kyung Jae Lee & Woojin Chang (2009), "Bayesian belief network for box-office performance: A case study on Korean movies", Expert Systems with Applications, 36(1), pp.280-291

  • Wooseok Jang & Woojin Chang (2008), "The impact of financial support system on technology innovation: A case of technology guarantee system in Korea", Journal of Technology Management & Innovation, 3(1), pp. 10-16

  • Sung-Hwan Jung, Jung-Wan Hong, Woojin Chang & Chang Hoon Lie (2007), "Performance Analysis of a Sleep Mode Operation in the IEEE 802.16e Wireless MAN with M/G/1 Multiple Vacation Model", Journal of the Korean Operations Research and Management Science Society, 32(4), pp. 89-99

  • Hyung Seong & Woojin Chang (2007), "Forecasting the results of soccer matches using Poisson model", IE Interfaces (in Korean), 20(2), pp. 133-141

  • In Ki Kim, Kyung Jae Lee, Woojin Chang & Myung Hwan Yun (2007), "Statistical modeling of affective responses from visual and auditory attributes in the movies", Lecture Notes in Computer Science, 4560, pp.397-406

  • Woojin Chang (2007), "Queue-length and waiting time of M/D^(1,∞)/1 queue", Asia Pacific Journal of Operational Research, 24(3), pp.383-399

  • Woojin Chang & Douglas G. Down (2007), "Polling models under limited service policies: Sharp asymptotics", Stochastic Models, 23, pp.129-147

  • Woosung Jang & Woojin Chang (2006), "A wavelet based feature selection method to improve classification of large signal-type data", Journal of the Korean Institute of Industrial Engineers, 32(2), pp. 133-140

  • Woojin Chang (2006), "The optimal batch size of M/D^N/1 queue", International Journal of Operational Research, 1(4), pp.396-409

  • Woojin Chang (2006), "Reliable keystroke biometric system based on a small number of keystroke samples", Lecture Notes in Computer Science, 3995, pp.312-320

  • Woojin Chang (2005), "Keystroke biometric system using wavelets", Lecture Notes in Computer Science, 3832, pp.647-653

  • Woojin Chang, Seong-Hee Kim & Brani Vidakovic (2003), "Wavelet-based estimation of a discriminant function", Applied Stochastic Models in Business and Industry, 19(3), pp.185-198

  • Woojin Chang & Douglas G. Down (2002), "Exact asymptotics for ki-limited exponential polling models", Queuing Systems, 42(4), pp.401-419

  • Woojin Chang & Brani Vidakovic (2002), "Wavelet estimation a baseline signal from repeated noisy measurements by vertical block shrinkage", Computational Statistics and Data Analysis, 40(2), pp.317-328